Asset and liability management (ALM)
Buy-side ALM product of the year: Ortec Finance
Ortec Finance wins Buy-side ALM product of the year at the Markets Technology Awards 2026 thanks to its stochastic modelling platform, GLASS
Why banks don’t believe each other’s IRRBB models
Regulatory outlier test results prompt mutual suspicion of unrealistic deposit assumptions
EU banks fear tumbling rates will upset their IRRBB balance
As rates decline, hedging two separate tests of vulnerability becomes more difficult
Some European banks still failing net interest income test
Swedbank joins seven other outliers after it updates methodology assumptions
Was a big US bank close to collapse in 2023?
PNC’s Bill Demchak says it was. And the data suggests he was talking about BofA
What is driving the ALM resurgence? Key differentiators and core analytics
The drivers and characteristics of a modern ALM framework or platform
Bank ALM system of the year: Prometeia
Reflecting the strength of Prometeia’s ALM platform and the firm’s alignment with the needs of modern risk and performance management
First Citizens used AI to retain SVB customers
Retention effort involved using AI to monitor customer behaviour and sentiment – including profanities
Built for stress: rethinking liquidity management in a new era of risk
Funding liquidity strategies must evolve to thrive in a climate defined by volatility, regulatory pressure and rising depositor stress
ALM desks await rebound after euro swap spread hit
Bank treasury desks still feeling pain on bond and asset swap positions that saw big losses last year
Asset and liability management: the nerve centre of modern banks
Regulatory and compliance mandates can be complex and challenging. Therefore, a multiple-view approach to ALM, regulations and finance within the organisation, is key
The path to operational resilience begins with reliability and risk management
The challenges Apac financial services firms face enhancing operational resilience and leveraging data and hybrid cloud
Charting volatility: strategic insights on Apac monetary policy divergence and market dynamics
Key drivers of market fluctuations, the impact of currency and interest rate differentials, and technology-driven strategies for risk mitigation in portfolio management
Why there is no fence in effective regulatory relationships
A chief risk officer and former bank supervisor says regulators and regulated are on the same side
How the rate hike cycle emboldened banks’ deposit modelling
But just because depositors didn’t react quickly doesn’t mean it will never happen
Mizuho Americas has highest non-core funding ratio of any US bank
High-level measure of duration mismatch is three times that of next bank, BNP Paribas USA
European banks search for consensus on credit spread risk
New EBA guidelines spawn diverging interpretations of which products must be assessed for CSRBB
Rate risk modellers relieved as EU deposits stay sticky
Banks feared retail deposits would be flightier than during previous periods of rate hikes
Life and pensions ALM system of the year: Conning
Conning proved to be a standout vendor in the life insurance and pensions space and secured the Life and pensions ALM system of the year award at the Risk Technology Awards 2024
Long shadow of Apollo looms over turmoil at Athora
Risk.net investigation reveals troubling picture of US asset manager’s European insurance project
The boy who cried ‘outlier’: false alarms could dog EBA test
Analysis reveals banks deemed outliers by net income test are profitable post-shock, so how useful is the test?